Is there a way to have SQL Compare include the WITH CHECK option when it creates or alters a foreign key constraint? There is an option to do this in SQL Data Compare but I can not see how to do this in the Schema compare.

SQL Compare should script objects exactly as they were created. So if you did not specify, it should recreate foreign keys WITH CHECK. If the foreign key was originally created WITH NOCHECK, it should be recreated that way if it needed to be dropped and created or just newly-created. The way to override that would be to use the Ignore->WITH NOCHECK option.